Barclay CTA Indices

Barclay CTA Indices	July ROR†	Percentage of funds reporting†	YTD through July†
Barclay CTA Index	-2.51%	87.98%	7.43%
SUB INDICES
Agricultural Traders Index	0.17%	72.73%	11.03%
Currency Traders Index	0.16%	82.35%	1.27%
Discretionary Traders Index	-1.32%	82.93%	8.59%
Diversified Traders Index	-4.62%	89.22%	12.44%
Fin./Met. Traders Index	-1.22%	87.96%	3.45%
Systematic Traders Index	-3.12%	87.63%	7.52%

†Estimated performance for July 2008, percentage of reporting funds, and YTD calculated with reported data as of August-21-2008 12:55 US CST

Daily Indices	Aug-19-2008 ROR†	MTD†	YTD†
BTOP FX Index	-0.08%	-0.95%	1.12%
Newedge CTA Index (formerly Calyon Financial Barclay Index)	0.27%	-1.34%	4.02%

†Estimated performance as of August-21-2008 12:55 US CST

Investable Benchmarks	MTD thru Aug-19-2008†	July ROR†	YTD
BTOP50 Index	-0.78%	-1.48%	5.97%

†Estimated performance as of August-21-2008 12:55 US CST

Barclay Hedge Fund Indices	July ROR†	Number of funds reporting†	YTD through July†
Barclay Hedge Fund Index	-1.99%	2360	-4.40%
SUB INDICES
Convertible Arbitrage Index	-1.54%	49	-5.11%
Distressed Securities Index	-2.37%	54	-5.88%
Emerging Markets Index	-2.46%	362	-11.89%
Equity Long Bias Index	-2.88%	287	-7.53%
Equity Long/Short Index	-1.66%	481	-2.89%
Equity Market Neutral Index	-1.23%	79	3.01%
Equity Short Bias Index	1.06%	15	17.02%
European Equities Index	-2.11%	150	-1.03%
Event Driven Index	-1.98%	96	-4.15%
Fixed Income Arbitrage Index	-0.73%	39	-2.99%
Fund of Funds Index	-2.63%	1590	-5.10%
Global Macro Index	-2.12%	114	1.46%
Healthcare & Biotechnology Index	1.17%	25	-1.23%
Merger Arbitrage Index	0.09%	24	1.43%
Multi Strategy Index	-1.89%	100	-1.88%
Pacific Rim Equities Index	-1.33%	93	-7.57%
Technology Index	-1.00%	38	-4.18%

†Estimated performance for July 2008, number of funds included and YTD calculated with reported data as of August-21-2008 12:55 US CST

Daily Indices